Harry Shields was born in uptown New Orleans, Louisiana, the younger brother of noted clarinetist Larry Shields. Harry spent almost his whole career in New Orleans. He played with the bands of Norman Brownlee, Sharkey Bonano, Tom Brown, Johnny Wiggs, and others. Many fellow musicians regarded Harry as superior to his more famous brother. Johnny Wiggs commented that Harry Shields was the only clarinetist he'd heard who could always play the right note without fail.